Goldman Sachs Call 65 BNP 20.09.2.../  DE000GG51YW6  /

EUWAX
8/9/2024  9:06:52 AM Chg.+0.008 Bid5:35:13 PM Ask5:35:13 PM Underlying Strike price Expiration date Option type
0.048EUR +20.00% 0.040
Bid Size: 10,000
0.110
Ask Size: 5,000
BNP PARIBAS INH. ... 65.00 EUR 9/20/2024 Call
 

Master data

WKN: GG51YW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 65.00 EUR
Maturity: 9/20/2024
Issue date: 3/12/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 49.52
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.23
Parity: -0.56
Time value: 0.12
Break-even: 66.20
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 1.56
Spread abs.: 0.07
Spread %: 140.00%
Delta: 0.27
Theta: -0.03
Omega: 13.53
Rho: 0.02
 

Quote data

Open: 0.048
High: 0.048
Low: 0.048
Previous Close: 0.040
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.19%
1 Month
  -70.00%
3 Months
  -90.94%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.086 0.040
1M High / 1M Low: 0.240 0.040
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.152
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   301.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -